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arXiv · 1312.2809

Further examples of GGC and HCM densities

Wissem Jedidi·Thomas Simon
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Abstract

We display several examples of generalized gamma convoluted and hyperbolically completely monotone random variables related to positive $α$-stable laws. We also obtain new factorizations for the latter, refining Kanter's and Pestana-Shanbhag-Sreehari's. These results give stronger credit to Bondesson's hypothesis that positive $α$-stable densities are hyperbolically completely monotone whenever $α\le1/2.$

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Wissem Jedidi, Thomas Simon. 2013-12-10. Further examples of GGC and HCM densities. https://doi.org/10.3150/12-bej431

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